Is it normal to feel this unhappy first semester of college?

I’ve never posted before so bear with me.

I’m a freshman at a T25 school, and I’m struggling to figure out whether this is just a “push through it” phase or a sign that I might be better off somewhere else.

Last April, I had to choose between three great public universities, and I picked this one because it felt like the best fit. They have a great econ program, high job placement in what I want to do, opportunities to get involved in the community, and a beautiful campus. I’m involved in a club sport, our student government association and sub-committees within that, and the school’s judiciary/honor committee. I’m doing well in my classes for the most part and haven’t missed a single one. My first midterm was a bit bumpy but since then I’ve been doing better. Definitely not an A+ student like I was in high school but 3.5-3.7ish is in reach.

I like this school, but unfortunately, I’m having one of the most awful times of my life. I constantly feel that I’ve made the wrong choice, and I don’t feel like I belong. I’m incredibly far from home (my state schools are not great), and when I went back for Thanksgiving, I was dreading coming back to school. I’ve dealt with mental health stuff before, but I have never felt this depressed.

I need help. Is this normal? Will I come back second semester after a break at home and feel a bit better? Or should I look into transferring? I know transferring is harder than applying, and I won’t have the awesome grades or letters of rec I did in high school. And even if I did, I don’t know where I’d transfer. 

If you transferred or stuck it out, I’d love to hear your stories.